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View Outliers PnL Drill-Down: SLI240419P00002500

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Initial Position

record_date	ticker	symbol	strike	volume	open_interest	implied_volatility	bs_sigma	bs_call	bs_put	spec_perc_move	bs_iv_call	bs_iv_put	last_option_price	last_underlying_price	exp_date	side	bias	prev_day_volatility	volatility	percent_move
2024-01-22	SLI	SLI240419P00002500	2.50	10.0	924.000	0.930	0.474	0.0	1.1	-0.010	0.020	1.110	1.25	1.39	2024-04-19	PUT	Long	0.355	0.390	0.158

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis

record_date	ticker	volatility_ratio	minimum_volatility	maximum_volatility	average_volatility	current_volatility	against_prev_volatility	curr_price	net_profitability	dividend_yield	time_period_low	time_period_high	interval	time_period	avg_price_prev
2024-12-17	SLI	0.818	0.137	0.410	0.232	0.158	-0.124	1.43	0.000	0.0000	1.05	2.51	21	1y	2.15

Position Tracking

symbol	ticker	side	bias	strike	exit_reason	option_pnl_str	option_perc	underlying_pnl_str	underlying_perc	iv_diff	option_purchase_price	option_curr_price	underlying_original_price	underlying_curr_price	option_pnl	dollar_pnl	position_entry	days_in_position	volume	open_interest	underlying_pnl	record_date
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.15	0.12	$0.28	0.20	19.63	1.25	1.40	1.39	1.11	0.15	$15.00	125.00	87	1.0	5.000	0.28	2024-04-18
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.15	0.12	$0.32	0.23	7.13	1.25	1.40	1.39	1.07	0.15	$15.00	125.00	86	1.0	5.000	0.32	2024-04-17
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.17	0.14	$0.28	0.20	11.41	1.25	1.42	1.39	1.11	0.17	$17.00	125.00	85	2.0	5.000	0.28	2024-04-16
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.28	0.20	2.57	1.25	1.35	1.39	1.11	0.10	$10.00	125.00	84	2.0	5.000	0.28	2024-04-15
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.24	0.17	3.23	1.25	1.35	1.39	1.15	0.10	$10.00	125.00	81	2.0	5.000	0.24	2024-04-12
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.16	0.12	2.82	1.25	1.35	1.39	1.23	0.10	$10.00	125.00	80	2.0	5.000	0.16	2024-04-11
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.18	0.13	2.76	1.25	1.35	1.39	1.21	0.10	$10.00	125.00	79	2.0	5.000	0.18	2024-04-10
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.15	0.11	2.04	1.25	1.35	1.39	1.24	0.10	$10.00	125.00	78	2.0	5.000	0.15	2024-04-09
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.19	0.14	2.23	1.25	1.35	1.39	1.20	0.10	$10.00	125.00	77	2.0	5.000	0.19	2024-04-08
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.23	0.17	3.54	1.25	1.35	1.39	1.16	0.10	$10.00	125.00	74	2.0	5.000	0.23	2024-04-05
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.21	0.15	0.82	1.25	1.35	1.39	1.18	0.10	$10.00	125.00	73	2.0	5.000	0.21	2024-04-04
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.22	0.16	3.34	1.25	1.35	1.39	1.17	0.10	$10.00	125.00	72	2.0	5.000	0.22	2024-04-03
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.23	0.17	4.66	1.25	1.35	1.39	1.16	0.10	$10.00	125.00	71	2.0	13.000	0.23	2024-04-02
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.23	0.17	5.13	1.25	1.35	1.39	1.16	0.10	$10.00	125.00	70	2.0	13.000	0.23	2024-04-01
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.06	0.05	$0.21	0.15	3.16	1.25	1.31	1.39	1.18	0.06	$6.00	125.00	69	18.0	13.000	0.21	2024-03-31
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.06	0.05	$0.21	0.15	2.98	1.25	1.31	1.39	1.18	0.06	$6.00	125.00	68	18.0	13.000	0.21	2024-03-30
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.06	0.05	$0.21	0.15	2.88	1.25	1.31	1.39	1.18	0.06	$6.00	125.00	67	18.0	13.000	0.21	2024-03-29
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.06	0.05	$0.21	0.15	2.79	1.25	1.31	1.39	1.18	0.06	$6.00	125.00	66	18.0	13.000	0.21	2024-03-28
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.06	0.05	$0.19	0.14	1.01	1.25	1.31	1.39	1.20	0.06	$6.00	125.00	65	18.0	14.000	0.19	2024-03-27
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.06	0.05	$0.24	0.17	1.99	1.25	1.31	1.39	1.15	0.06	$6.00	125.00	64	18.0	24.000	0.24	2024-03-26
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.06	0.05	$0.22	0.16	2.07	1.25	1.31	1.39	1.17	0.06	$6.00	125.00	63	18.0	24.000	0.22	2024-03-25
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.00	0.00	$0.19	0.14	-0.93	1.25	1.25	1.39	1.20	0.00	$0.00	125.00	60	10.0	34.000	0.19	2024-03-22
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.14	0.10	1.48	1.25	1.35	1.39	1.25	0.10	$10.00	125.00	59	10.0	34.000	0.14	2024-03-21
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.18	0.13	0.44	1.25	1.35	1.39	1.21	0.10	$10.00	125.00	58	10.0	34.000	0.18	2024-03-20
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.23	0.17	-0.93	1.25	1.35	1.39	1.16	0.10	$10.00	125.00	57	10.0	298.000	0.23	2024-03-19
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.24	0.17	-0.43	1.25	1.35	1.39	1.15	0.10	$10.00	125.00	56	10.0	298.000	0.24	2024-03-18
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.17	0.12	1.05	1.25	1.35	1.39	1.22	0.10	$10.00	125.00	53	10.0	298.000	0.17	2024-03-15
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.22	0.16	1.16	1.25	1.35	1.39	1.17	0.10	$10.00	125.00	52	10.0	308.000	0.22	2024-03-14
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.20	0.14	0.82	1.25	1.35	1.39	1.19	0.10	$10.00	125.00	51	10.0	308.000	0.20	2024-03-13
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.16	0.12	1.09	1.25	1.35	1.39	1.23	0.10	$10.00	125.00	50	10.0	308.000	0.16	2024-03-12
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.13	0.09	0.60	1.25	1.35	1.39	1.26	0.10	$10.00	125.00	49	10.0	308.000	0.13	2024-03-11
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.13	0.09	1.15	1.25	1.35	1.39	1.26	0.10	$10.00	125.00	46	10.0	308.000	0.13	2024-03-08
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.15	0.11	1.02	1.25	1.35	1.39	1.24	0.10	$10.00	125.00	45	10.0	308.000	0.15	2024-03-07
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.11	0.08	-0.93	1.25	1.35	1.39	1.28	0.10	$10.00	125.00	44	10.0	308.000	0.11	2024-03-06
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.17	0.12	0.84	1.25	1.35	1.39	1.22	0.10	$10.00	125.00	43	10.0	308.000	0.17	2024-03-05
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.12	0.09	-0.93	1.25	1.35	1.39	1.27	0.10	$10.00	125.00	42	10.0	0.000	0.12	2024-03-04
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$-0.05	-0.04	0.01	1.25	1.35	1.39	1.44	0.10	$10.00	125.00	41	10.0	308.000	-0.05	2024-03-03
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$-0.05	-0.04	0.01	1.25	1.35	1.39	1.44	0.10	$10.00	125.00	40	10.0	308.000	-0.05	2024-03-02
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$-0.03	-0.02	0.13	1.25	1.35	1.39	1.42	0.10	$10.00	125.00	39	10.0	308.000	-0.03	2024-03-01
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.08	0.06	0.90	1.25	1.35	1.39	1.31	0.10	$10.00	125.00	38	10.0	308.000	0.08	2024-02-29
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.14	0.10	0.93	1.25	1.35	1.39	1.25	0.10	$10.00	125.00	37	10.0	308.000	0.14	2024-02-28
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.14	0.10	0.70	1.25	1.35	1.39	1.25	0.10	$10.00	125.00	36	10.0	308.000	0.14	2024-02-27
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.10	0.08	$0.25	0.18	0.29	1.25	1.35	1.39	1.14	0.10	$10.00	125.00	35	10.0	308.000	0.25	2024-02-26
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.05	0.04	$0.19	0.14	0.97	1.25	1.30	1.39	1.20	0.05	$5.00	125.00	34	370.0	308.000	0.19	2024-02-25
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.05	0.04	$0.19	0.14	0.91	1.25	1.30	1.39	1.20	0.05	$5.00	125.00	32	370.0	308.000	0.19	2024-02-23
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.06	0.05	$0.22	0.16	0.29	1.25	1.31	1.39	1.17	0.06	$6.00	125.00	31	310.0	541.000	0.22	2024-02-22
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.05	0.04	$0.20	0.14	0.18	1.25	1.30	1.39	1.19	0.05	$5.00	125.00	30	260.0	776.000	0.20	2024-02-21
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.00	0.00	$0.16	0.12	1.00	1.25	1.25	1.39	1.23	0.00	$0.00	125.00	29	252.0	934.000	0.16	2024-02-20
SLI240419P00002500	SLI	PUT	Long	2.50	None	$-0.10	-0.08	$0.12	0.09	0.38	1.25	1.15	1.39	1.27	-0.10	$-10.00	125.00	28	2.0	934.000	0.12	2024-02-19
SLI240419P00002500	SLI	PUT	Long	2.50	None	$-0.29	-0.23	$-0.02	-0.01	-0.18	1.25	0.96	1.39	1.41	-0.29	$-29.00	125.00	18	3.0	936.000	-0.02	2024-02-09
SLI240419P00002500	SLI	PUT	Long	2.50	None	$-0.29	-0.23	$-0.08	-0.06	0.05	1.25	0.96	1.39	1.47	-0.29	$-29.00	125.00	17	3.0	936.000	-0.08	2024-02-08
SLI240419P00002500	SLI	PUT	Long	2.50	None	$-0.29	-0.23	$-0.13	-0.09	0.96	1.25	0.96	1.39	1.52	-0.29	$-29.00	125.00	16	3.0	936.000	-0.13	2024-02-07
SLI240419P00002500	SLI	PUT	Long	2.50	None	$-0.29	-0.23	$-0.16	-0.12	-0.01	1.25	0.96	1.39	1.55	-0.29	$-29.00	125.00	15	3.0	936.000	-0.16	2024-02-06
SLI240419P00002500	SLI	PUT	Long	2.50	None	$-0.05	-0.04	$-0.06	-0.04	-0.93	1.25	1.20	1.39	1.45	-0.05	$-5.00	125.00	14	1.0	936.000	-0.06	2024-02-05
SLI240419P00002500	SLI	PUT	Long	2.50	None	$-0.05	-0.04	$-0.00	-0.00	-0.93	1.25	1.20	1.39	1.39	-0.05	$-5.00	125.00	13	1.0	936.000	-0.00	2024-02-04
SLI240419P00002500	SLI	PUT	Long	2.50	None	$-0.05	-0.04	$0.02	0.01	-0.07	1.25	1.20	1.39	1.37	-0.05	$-5.00	125.00	11	1.0	936.000	0.02	2024-02-02
SLI240419P00002500	SLI	PUT	Long	2.50	None	$-0.05	-0.04	$0.03	0.02	-0.18	1.25	1.20	1.39	1.36	-0.05	$-5.00	125.00	10	1.0	936.000	0.03	2024-02-01
SLI240419P00002500	SLI	PUT	Long	2.50	None	$-0.05	-0.04	$0.08	0.06	-0.15	1.25	1.20	1.39	1.31	-0.05	$-5.00	125.00	9	1.0	936.000	0.08	2024-01-31
SLI240419P00002500	SLI	PUT	Long	2.50	None	$-0.05	-0.04	$0.07	0.05	0.15	1.25	1.20	1.39	1.32	-0.05	$-5.00	125.00	8	1.0	936.000	0.07	2024-01-30
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.19	1.25	1.25	1.39	1.39	0.00	$0.00	125.00	7	20.0	936.000	-0.00	2024-01-29
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.00	0.00	$0.11	0.08	0.06	1.25	1.25	1.39	1.28	0.00	$0.00	125.00	6	20.0	936.000	0.11	2024-01-28
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.00	0.00	$0.11	0.08	0.05	1.25	1.25	1.39	1.28	0.00	$0.00	125.00	5	20.0	936.000	0.11	2024-01-27
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.00	0.00	$0.13	0.09	-0.13	1.25	1.25	1.39	1.26	0.00	$0.00	125.00	4	20.0	936.000	0.13	2024-01-26
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.00	0.00	$0.10	0.07	0.15	1.25	1.25	1.39	1.29	0.00	$0.00	125.00	3	20.0	936.000	0.10	2024-01-25
SLI240419P00002500	SLI	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.15	0.11	-0.06	1.25	1.25	1.39	1.24	0.00	$0.00	125.00	2	20.0	916.000	0.15	2024-01-24
SLI240419P00002500	SLI	PUT	Long	2.50	None	$-0.15	-0.12	$0.01	0.01	-0.09	1.25	1.10	1.39	1.38	-0.15	$-15.00	125.00	1	2.0	914.000	0.01	2024-01-23
SLI240419P00002500	SLI	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.25	1.25	1.39	1.39	0.00	$0.00	125.00	0	10.0	924.000	-0.00	2024-01-22

record_date vs. iv_diff

record_date vs. option_curr_price

record_date vs. option_pnl

record_date vs. underlying_curr_price

record_date vs. underlying_pnl